It's hard to believe that the definition of differentiability of a function of two variables is not given in any textbook on Calculus of several variables. The existence of partial derivatives of a function at a given point is NOT enough to prove that the function is "differentiable" there. The standard definition is this:
F(x, y), a function from [itex]R^2[/itex] to R (you can extend to as many variables as you like) is "differentiable at [itex](x_0, y_0)[/itex] if and only if there exist a linear function L(x,y) from [itex]R^2[/itex] to R and a function [itex]\epsilon(x,y)[/itex] from [[itex]R^2[/itex] to R such that
[tex]F(x,y)= F(x_0, y_0)+ L(x-x_0, y-y_0)+ \epsilon(x-x_0, y-y_0)[/tex]
and
[tex]\lim_{(x,y)\to (x_0,y_0)} \frac{\epsilon(x-x_0, y-y_0)}{\sqrt{(x-x_0)^2+ (y-y_0)^2}}= 0[/tex]
Roughly, that says that L(x,y) (the derivative of F(x,y) at [itex](x_0, y_0)[/itex] is the "best" linear approximation to F(x,y) in the neighborhood of [itex](x_0, y_0)[/itex]. If you think of z= F(x,y) as defining a surface in [itex]R^3[/itex], that says that the surface has a tangent plane at the point.
That can be hard to use. Probably what you want to use is a theorem normally proved immediatly after that definition is introduced:
"F(x,y) is differentiable at [itex](x_0, y_0)[/itex] if and only if the partial derivatives [itex]\partial F/\partial x[/itex] and [itex]\partial F/\partial y[/itex] exist and are continuous in some neighbohood of [itex](x_0, y_0)[/itex]."